Matrix Norm
Given a square complex or real matrix
, a matrix norm
is a nonnegative number associated with
having the properties
1.
when
and
iff
,
2.
for any scalar
,
3.
,
4.
.
Let
, ...,
be the eigenvalues of
, then
| (1) |
The matrix
-norm is defined for a real number
and a matrix
by
| (2) |
where
is a vector norm. The task of computing a matrix
-norm is difficult for
since it is a nonlinear optimization problem with constraints.
Matrix norms are implemented as Norm[m, p], where
may be 1, 2, Infinity, or "Frobenius".
The maximum absolute column sum norm
is defined as
| (3) |
The spectral norm
, which is the square root of the maximum eigenvalue of
(where
is the conjugate transpose),
| (4) |
is often referred to as "the" matrix norm.
The maximum absolute row sum norm is defined by
| (5) |
,
, and
satisfy the inequality
本文深入探讨了矩阵范数的概念,包括其定义、性质及不同类型的矩阵范数,如最大绝对列和范数、谱范数和最大绝对行和范数。文章还介绍了计算矩阵-p范数的挑战,并讨论了如何通过非线性优化问题求解。
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